DAX Index Future March 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	6,891.5	6,823.0	-68.5	-1.0%	6,958.5
High	6,970.0	6,961.5	-8.5	-0.1%	6,975.5
Low	6,842.5	6,817.0	-25.5	-0.4%	6,732.0
Close	6,848.5	6,955.0	106.5	1.6%	6,868.0
Range	127.5	144.5	17.0	13.3%	243.5
ATR	116.9	118.9	2.0	1.7%	0.0
Volume	168,079	150,194	-17,885	-10.6%	546,295

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,344.7	7,294.3	7,034.5
R3	7,200.2	7,149.8	6,994.7
R2	7,055.7	7,055.7	6,981.5
R1	7,005.3	7,005.3	6,968.2	7,030.5
PP	6,911.2	6,911.2	6,911.2	6,923.8
S1	6,860.8	6,860.8	6,941.8	6,886.0
S2	6,766.7	6,766.7	6,928.5
S3	6,622.2	6,716.3	6,915.3
S4	6,477.7	6,571.8	6,875.5

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	7,589.0	7,472.0	7,001.9
R3	7,345.5	7,228.5	6,935.0
R2	7,102.0	7,102.0	6,912.6
R1	6,985.0	6,985.0	6,890.3	6,921.8
PP	6,858.5	6,858.5	6,858.5	6,826.9
S1	6,741.5	6,741.5	6,845.7	6,678.3
S2	6,615.0	6,615.0	6,823.4
S3	6,371.5	6,498.0	6,801.0
S4	6,128.0	6,254.5	6,734.1

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,970.0	6,744.0	226.0	3.2%	112.1	1.6%	93%	False	False	142,660
10	6,975.5	6,653.0	322.5	4.6%	118.1	1.7%	94%	False	False	144,559
20	6,975.5	6,610.0	365.5	5.3%	111.2	1.6%	94%	False	False	141,880
40	6,975.5	5,992.5	983.0	14.1%	109.7	1.6%	98%	False	False	142,814
60	6,975.5	5,614.5	1,361.0	19.6%	124.4	1.8%	98%	False	False	119,342
80	6,975.5	5,382.0	1,593.5	22.9%	138.8	2.0%	99%	False	False	89,778
100	6,975.5	5,382.0	1,593.5	22.9%	150.0	2.2%	99%	False	False	71,926
120	6,975.5	4,988.0	1,987.5	28.6%	160.2	2.3%	99%	False	False	60,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.9
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	7,575.6
2.618	7,339.8
1.618	7,195.3
1.000	7,106.0
0.618	7,050.8
HIGH	6,961.5
0.618	6,906.3
0.500	6,889.3
0.382	6,872.2
LOW	6,817.0
0.618	6,727.7
1.000	6,672.5
1.618	6,583.2
2.618	6,438.7
4.250	6,202.9

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	6,933.1	6,933.4
PP	6,911.2	6,911.8
S1	6,889.3	6,890.3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols